Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Long Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from June 18, 2020. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NEE 248.93 17 Jul '20 29 230.00 0.343 22.70 0 220.00 0.403 30.20 3 -7.50 10.00 4.00 0.06
2 NEE 248.93 18 Sep '20 92 230.00 0.308 28.00 1 220.00 0.356 34.00 0 -6.00 10.00 2.50 0.05
3 NEE 248.93 17 Jul '20 29 250.00 0.304 8.70 38 240.00 0.333 14.10 4 -5.40 10.00 2.17 0.03
4 NEE 248.93 15 Jan '21 211 240.00 0.310 28.60 0 230.00 0.336 32.40 0 -3.80 10.00 1.61 0.03
5 NEE 248.93 18 Sep '20 92 250.00 0.295 14.90 1 240.00 0.319 19.70 0 -4.80 10.00 1.92 0.02
6 NEE 248.93 18 Dec '20 183 230.00 0.301 34.00 0 220.00 0.317 38.20 0 -4.20 10.00 1.72 0.02
7 NEE 248.93 17 Jul '20 29 260.00 0.290 4.10 79 250.00 0.304 7.90 38 -3.80 10.00 1.61 0.01
8 NEE 248.93 18 Dec '20 183 250.00 0.297 21.10 6 240.00 0.311 24.60 0 -3.50 10.00 1.54 0.01
9 NEE 248.93 15 Jan '21 211 260.00 0.289 17.80 0 250.00 0.301 21.30 0 -3.50 10.00 1.54 0.01
10 NEE 248.93 18 Sep '20 92 260.00 0.284 10.80 7 250.00 0.295 13.50 1 -2.70 10.00 1.37 0.01
11 NEE 248.93 17 Jul '20 29 240.00 0.333 14.50 4 230.00 0.343 20.80 0 -6.30 10.00 2.70 0.01
12 NEE 248.93 15 Jan '21 211 250.00 0.301 22.60 0 240.00 0.310 26.80 0 -4.20 10.00 1.72 0.01
13 NEE 248.93 21 Jan '22 582 240.00 0.257 38.40 0 230.00 0.266 40.10 0 -1.70 10.00 1.20 0.01
14 NEE 248.93 18 Dec '20 183 260.00 0.290 16.40 7 250.00 0.297 19.70 6 -3.30 10.00 1.49 0.01
15 NEE 248.93 21 Jan '22 582 250.00 0.250 32.80 6 240.00 0.257 34.50 0 -1.70 10.00 1.20 0.01
16 NEE 248.93 21 Jan '22 582 230.00 0.266 45.00 0 220.00 0.269 46.70 0 -1.70 10.00 1.20 0.00
17 NEE 248.93 21 Jan '22 582 260.00 0.248 28.10 0 250.00 0.250 29.10 6 -1.00 10.00 1.11 0.00
18 NEE 248.93 18 Dec '20 183 240.00 0.311 27.80 0 230.00 0.301 30.80 0 -3.00 10.00 1.43 -0.01
19 NEE 248.93 18 Sep '20 92 240.00 0.319 20.90 0 230.00 0.308 24.70 1 -3.80 10.00 1.61 -0.01
20 NEE 248.93 15 Jan '21 211 230.00 0.336 35.30 0 220.00 0.311 39.30 0 -4.00 10.00 1.67 -0.03
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.